statsmodels.sandbox.distributions.extras.ACSkewT_gen.fit_loc_scale

ACSkewT_gen.fit_loc_scale(data, *args)

Estimate loc and scale parameters from data using 1st and 2nd moments.

Parameters:
  • data (array_like) – Data to fit.
  • arg2, arg3,.. (arg1,) – The shape parameter(s) for the distribution (see docstring of the instance object for more information).
Returns:

  • Lhat (float) – Estimated location parameter for the data.
  • Shat (float) – Estimated scale parameter for the data.